First, just to link with a multithreaded BLAS will drastically increase LAPACK Performance.Second, if you want even more performance you should move to the new Linear Algebra multithreaded Library: PLASMA. This work is currently under development but I believe they have dgesvd available. Best would be to contact the PLASMA team directly.http://icl.cs.utk.edu/plasma/software/index.html

ScaLAPACK won't give you the best results on a Multicore machine.

Also it is to note that we are supporting Windows platform but not necessarily to the latest version, and also Windows is maybe not the most appropriate platform to get **free** multithreaded BLAS .